+3,651.5%
CAKE vs CGNX
+9,397.1%
-5,745.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.7% |
| 7D | -4.5% | +3.2% | -7.7% | -5.2% |
| 30D | -12.4% | +6.0% | -18.4% | -13.7% |
| 3M | +37.3% | +3.5% | +33.8% | +35.0% |
| 6M | +70.7% | +26.3% | +44.4% | +60.3% |
| YTD | +106.0% | +79.2% | +26.7% | +75.6% |
| 1Y | +79.7% | +43.8% | +35.9% | +59.7% |
| 3Y | +267.8% | +52.0% | +215.8% | +215.5% |
| 5Y | +159.9% | -24.0% | +183.9% | +153.9% |
| 10Y | +154.3% | +189.1% | -34.7% | +87.9% |
| All | +3,651.5% | +9,397.1% | -5,745.6% | +1,561.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling